6.1.1.2.6. statsmodels.sandbox.archive.linalg_covmat.SvdArray

class statsmodels.sandbox.archive.linalg_covmat.SvdArray(data=None, sym=None)[source]

Class that defines linalg operation on an array

svd version, where svd is taken on original data array, if or when it matters

no spectral cutoff in first version

__init__(data=None, sym=None)[source]

6.1.1.2.6.1. Methods

__init__([data, sym])
m_y(y)
mdet()
meigh()
mhalf()
minv()
minv_y(y)
minvhalf()
mlogdet()
mpinv()
xpinv()
xxthalf()
xxtinvhalf()
y_m_yt(y)
y_minv_yt(y)
yt_m_y(y)
yt_minv_y(y)